BBYY vs. AMDY

Last updated Aug 2, 2026

BBYY (GraniteShares YieldBOOST BABA ETF) and AMDY (YieldMax AMD Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. Their 0.28 correlation means their historical movements had little consistent relationship. BBYY charges 1.07%/yr vs 1.23%/yr for AMDY.

Performance

BBYY vs. AMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST BABA ETF (BBYY) and YieldMax AMD Option Income Strategy ETF (AMDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBYY achieves a -19.06% return, which is significantly lower than AMDY's 87.43% return.

BBYY

• 1D: 0.30%
• 1M: 6.10%
• 6M: -25.86%
• YTD: -19.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

AMDY

• 1D: -1.50%
• 1M: -8.47%
• 6M: 81.07%
• YTD: 87.43%
• 1Y: 133.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 47.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AMDY YieldMax AMD Option Income Strategy ETF	$22.93M	$23.50M	$23.54M
BBYY GraniteShares YieldBOOST BABA ETF	$44.27K	$28.01K	$35.00K

BBYY vs. AMDY - Yearly Performance Comparison

	2026 (YTD)	2025
BBYY GraniteShares YieldBOOST BABA ETF	-19.06%	-7.92%
AMDY YieldMax AMD Option Income Strategy ETF	87.43%	-8.99%

Correlation

The correlation between BBYY and AMDY is 0.28, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025	0.28

Return for Risk

BBYY vs. AMDY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AMDY

AMDY Risk / Return Rank: 86
AMDY Sharpe Ratio Rank: 88
AMDY Sortino Ratio Rank: 84
AMDY Omega Ratio Rank: 84
AMDY Calmar Ratio Rank: 93
AMDY Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBYY vs. AMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST BABA ETF (BBYY) and YieldMax AMD Option Income Strategy ETF (AMDY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BBYY	AMDY	Difference
Sharpe ratio: Return per unit of total volatility	—	2.13	—
Sortino ratio: Return per unit of downside risk	—	2.75	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.63	—
Martin ratio: Return relative to average drawdown	—	10.02	—

Drawdowns

BBYY vs. AMDY - Drawdown Comparison

The maximum BBYY drawdown since its inception was -33.11%, smaller than the maximum AMDY drawdown of -53.92%. Use the drawdown chart below to compare losses from any high point for BBYY and AMDY.

Drawdown Indicators

	BBYY	AMDY	Difference
Max Drawdown Largest peak-to-trough decline	-33.11%	-53.92%	+20.81%
Max Drawdown (1Y) Largest decline over 1 year	—	-27.59%	—
Current Drawdown Current decline from peak	-27.74%	-15.82%	-11.92%
Average Drawdown Average peak-to-trough decline	-15.53%	-17.40%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.72%	—

Volatility

Volatility by Period

	BBYY	AMDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	21.43%	—
Volatility (6M) Calculated over the trailing 6-month period	—	48.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.63%	60.09%	-36.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.63%	48.06%	-24.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	48.06%	-24.43%

BBYY vs. AMDY - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is lower than AMDY's 1.23% expense ratio.

Dividends

BBYY vs. AMDY - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 107.87%, more than AMDY's 76.77% yield.

Position	TTM	2025	2024	2023
AMDY YieldMax AMD Option Income Strategy ETF	76.77%	80.68%	109.98%	6.68%
BBYY GraniteShares YieldBOOST BABA ETF	107.87%	21.98%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBYY and AMDY in my portfolio?

BBYY and AMDY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BBYY or AMDY?

On fees, BBYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BBYY or AMDY?

BBYY is cheaper with a 1.07% expense ratio, compared with 1.23% for AMDY.

Which ETF pays a higher dividend yield, BBYY or AMDY?

BBYY has the higher dividend yield at 107.87%, compared with 76.77% for AMDY.

What is the main difference between BBYY and AMDY?

They also come from different issuers: GraniteShares and YieldMax. Their fees differ too: 1.07% for BBYY and 1.23% for AMDY.